+35.3%
DLR vs EIX
+28.1%
+7.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -0.8% |
| 7D | +3.4% | +0.9% | +2.5% | +3.0% |
| 30D | -2.2% | -13.5% | +11.3% | +0.8% |
| 3M | +4.7% | -15.3% | +20.0% | +8.4% |
| 6M | +9.0% | -15.3% | +24.3% | +12.6% |
| YTD | +24.1% | +2.7% | +21.4% | +18.5% |
| 1Y | +20.9% | +17.4% | +3.5% | +8.9% |
| 3Y | +60.0% | -1.3% | +61.4% | +49.1% |
| 5Y | +35.3% | +27.2% | +8.1% | +6.4% |
| All | +35.3% | +28.1% | +7.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling